+456.3%
VRTX vs NOC
+186.7%
+269.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -6.4% | -1.6% | -4.8% | -6.0% |
| 30D | -0.5% | -10.4% | +9.8% | +2.4% |
| 3M | +16.9% | -5.6% | +22.5% | +18.5% |
| 6M | +13.1% | -30.4% | +43.5% | +24.2% |
| YTD | +14.9% | -8.5% | +23.4% | +16.4% |
| 1Y | +31.4% | -8.3% | +39.8% | +32.9% |
| 3Y | +51.9% | +28.2% | +23.7% | +35.9% |
| 5Y | +177.1% | +56.7% | +120.3% | +124.0% |
| 10Y | +456.3% | +189.3% | +266.9% | +170.0% |
| All | +456.3% | +186.7% | +269.6% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling